Forum Moderators: phranque
I can't answer the rest, but server files don't "have" cookies. A cookie is set by a server response header or by client-side code (e.g JavaScript), and exists as a file on the client machine. From tha time on, until the cookie expires or is removed, whenever the client makes a request to a URL in the cookie's "domain," the client will send the cookie back to the server in its request header. The behaviour is similar to the authentication header sent to the server with each client request when using basic Apache authentication.
So, there's no direct association between a cookie and a particular file, only between the cookie and the cookie domain that you specify that it applies to. For this reason, there are no cacheability issues, unless you decide to require them.
For example, if you set a cookie for the purpose of allowing only three visits to a page or group of pages per user session, then you would want to have the cookie sent to the server, decrement its count value, and then replace it with a new cookie with a max count of previous_count-1. In this case, if you allowed caching of those pages, then the pages could be served (viewed) from the user's browser cache, which would mean he/she could view the page as long as it remained in the local browser cache - perhaps for weeks.
This example is stretching things, since I can't think of anything else right now. But caching is really an issue "outside" the cookie issue.
Jim